Applied Materials, Inc. (AMAT) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Applied Materials, Inc. (AMAT): 1Y return 138.3%, Sharpe ratio 1.73, volatility 58.2%, max drawdown -42.5%. A Stock in the Equity asset class. Compare AMAT with other assets and invest through your own broker with pfolio.
Applied Materials, Inc. (AMAT) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
AMAT Performance
- MTD
- Return: -2.7%, Sharpe: -2.39, Volatility: 34.1%, Max Drawdown: -8.3%
- YTD
- Return: 94.3%, Sharpe: 1.63, Volatility: 62.8%, Max Drawdown: -42.5%
- 1Y
- Return: 138.3%, Sharpe: 1.73, Volatility: 58.2%, Max Drawdown: -42.5%
- 5Y
- Return: 309.1%, Sharpe: 0.82, Volatility: 46.3%, Max Drawdown: -55.1%
- 10Y
- Return: 1832.8%, Sharpe: 0.87, Volatility: 43.8%, Max Drawdown: -55.1%
Frequently Asked Questions
- What is Applied Materials, Inc. (AMAT)?
- Applied Materials, Inc. (AMAT) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does AMAT compare to other assets?
- You can compare AMAT with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in AMAT through pfolio?
- pfolio helps you build diversified portfolios that may include AMAT. You invest through your own broker — pfolio provides the analytics.